Module net.finmath.lib
Package net.finmath.marketdata2.interpolation
package net.finmath.marketdata2.interpolation
Basic methodologies to interpolate of curves and surfaces are provided here.
- Author:
- Christian Fries
-
ClassDescriptionThis class provides methodologies to interpolate given sample points by rational functions, that is, given interpolation points (xi,yi) the class provides a continuous function y = f(x) where f(xi) = yi and for xi < x < xi+1 the function is a fraction of two polynomes f(x) = (sum aj xj) / (sum bk xk).